I am sorry the answer is no. Please refer to the AN for details: https://cypresssemiconductorco.github.io/btsdk-docs/BT-SDK/WICED-Hardware-Debugging.pdf
You can only use the trace log for your debug if you don't have the emulator.
I got MiniProg4.
I want to do [5.2 Using the Eclipse IDE for Modus Toolbox] in the following document with MiniProg4, CYBT-343026-EVAL, and Modus.
The document uses CYW20819-EVB, so there is a SWD, but CYBT-343026-EVAL does not have a SWD.
Looking at [9.3.1 SWD Debugging with the HCI UART] in the following document, it seems that SWDIO is connected to HCI_UART_RXD and SWDCLK is connected to HCI_UART_TXD.
Similarly, should I connect Miniprog4 and HCI UART Port?
Yes, you are correct. Please use the HCI UART for SWD debug.